CME British Pound Future March 2019
| Trading Metrics calculated at close of trading on 26-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2018 |
26-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2855 |
1.2893 |
0.0038 |
0.3% |
1.2910 |
| High |
1.3000 |
1.2932 |
-0.0068 |
-0.5% |
1.3000 |
| Low |
1.2851 |
1.2882 |
0.0031 |
0.2% |
1.2842 |
| Close |
1.2884 |
1.2884 |
0.0000 |
0.0% |
1.2884 |
| Range |
0.0149 |
0.0050 |
-0.0099 |
-66.4% |
0.0158 |
| ATR |
0.0116 |
0.0111 |
-0.0005 |
-4.1% |
0.0000 |
| Volume |
457 |
527 |
70 |
15.3% |
2,401 |
|
| Daily Pivots for day following 26-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3049 |
1.3017 |
1.2912 |
|
| R3 |
1.2999 |
1.2967 |
1.2898 |
|
| R2 |
1.2949 |
1.2949 |
1.2893 |
|
| R1 |
1.2917 |
1.2917 |
1.2889 |
1.2908 |
| PP |
1.2899 |
1.2899 |
1.2899 |
1.2895 |
| S1 |
1.2867 |
1.2867 |
1.2879 |
1.2858 |
| S2 |
1.2849 |
1.2849 |
1.2875 |
|
| S3 |
1.2799 |
1.2817 |
1.2870 |
|
| S4 |
1.2749 |
1.2767 |
1.2857 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3383 |
1.3291 |
1.2971 |
|
| R3 |
1.3225 |
1.3133 |
1.2927 |
|
| R2 |
1.3067 |
1.3067 |
1.2913 |
|
| R1 |
1.2975 |
1.2975 |
1.2898 |
1.2942 |
| PP |
1.2909 |
1.2909 |
1.2909 |
1.2892 |
| S1 |
1.2817 |
1.2817 |
1.2870 |
1.2784 |
| S2 |
1.2751 |
1.2751 |
1.2855 |
|
| S3 |
1.2593 |
1.2659 |
1.2841 |
|
| S4 |
1.2435 |
1.2501 |
1.2797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3000 |
1.2842 |
0.0158 |
1.2% |
0.0085 |
0.7% |
27% |
False |
False |
585 |
| 10 |
1.3150 |
1.2803 |
0.0347 |
2.7% |
0.0131 |
1.0% |
23% |
False |
False |
1,165 |
| 20 |
1.3257 |
1.2789 |
0.0468 |
3.6% |
0.0114 |
0.9% |
20% |
False |
False |
907 |
| 40 |
1.3356 |
1.2789 |
0.0567 |
4.4% |
0.0095 |
0.7% |
17% |
False |
False |
594 |
| 60 |
1.3384 |
1.2789 |
0.0595 |
4.6% |
0.0085 |
0.7% |
16% |
False |
False |
407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3145 |
|
2.618 |
1.3063 |
|
1.618 |
1.3013 |
|
1.000 |
1.2982 |
|
0.618 |
1.2963 |
|
HIGH |
1.2932 |
|
0.618 |
1.2913 |
|
0.500 |
1.2907 |
|
0.382 |
1.2901 |
|
LOW |
1.2882 |
|
0.618 |
1.2851 |
|
1.000 |
1.2832 |
|
1.618 |
1.2801 |
|
2.618 |
1.2751 |
|
4.250 |
1.2670 |
|
|
| Fisher Pivots for day following 26-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2907 |
1.2921 |
| PP |
1.2899 |
1.2909 |
| S1 |
1.2892 |
1.2896 |
|